0.05Open0.14Pre Close20 Volume142 Open Interest575.00Strike Price100.00Turnover63.31%IV3.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0121Delta0.0033Gamma14894.75Leverage Ratio-0.5797Theta0.0000Rho-180.29Eff Leverage0.0047Vega